Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
Year of publication: |
2010
|
---|---|
Authors: | Diesinger, Peter ; Kraft, Holger ; Seifried, Frank |
Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 3, p. 343-374
|
Publisher: |
Springer |
Subject: | Illiquidity | Blackout period | Portfolio decision | Efficiency loss | Rare disasters |
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